Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51583.35 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48384.29 Kr¶

PnL: ---------------------------------------> -703.28 Kr¶

DD now: ---------------------------------> -0.695 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 12:46:30.962575'

Anic Portfolio¶

Today¶

Return: -0.607 %¶

This Week¶

Return: 8.534 %¶

Total¶

Return: 68.871 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -2.460000 762.800000 89.800000 13.340000 673.000000
Nordea Bank Abp 29 -0.050000 3533.360000 79.360000 2.300000 3453.999992
HEBA B 70 -0.900000 2698.500000 62.500000 2.370000 2636.000010
SAAB B 8 0.070000 3429.600000 52.600000 1.560000 3377.000000
Swedbank A 3 2.740000 607.200000 43.200000 7.660000 564.000000
Resurs Holding 22 0.430000 611.600000 37.600000 6.550000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.320000 592.560000 35.560000 6.380000 557.000004
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 -1.170000 378.600000 23.600000 6.650000 355.000000
Intrum 4 0.590000 542.600000 15.600000 2.960000 527.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -1.440000 547.200000 4.200000 0.770000 543.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Securitas B 6 -1.450000 570.720000 0.720000 0.130000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Handelsbanken A 5 0.580000 546.400000 0.400000 0.070000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.910000 559.650000 -2.350000 -0.420000 562.000005
Coor Service Management Hold. 8 -0.380000 529.200000 -2.800000 -0.530000 532.000000
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Corem Property Group B 59 -2.440000 567.290000 -9.710000 -1.680000 576.999999
Boozt 12 -0.800000 1632.000000 -22.000000 -1.330000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -1.020000 544.400000 -29.600000 -5.160000 574.000000
CTEK 13 -1.750000 497.640000 -36.360000 -6.810000 533.999999
International Petroleum Corp. 5 -2.890000 554.000000 -40.570000 -6.820000 594.565215
Vivesto 1368 0.240000 569.090000 -43.910000 -7.160000 612.999432
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.250000 1777.600000 -211.400000 -10.630000 1989.000002
Axfood 15 -0.260000 4035.000000 -265.000000 -6.160000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48384.290000 -703.280000 -0.69503% 49087.564636

Updated:¶

'2023-01-31 12:46:44.418014'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶